-79.4%
SNAP vs ALM
+1,680.8%
-1,760.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.1% | -6.3% | +1.4% |
| 7D | -7.3% | +0.7% | -8.1% | -7.3% |
| 30D | -18.9% | -26.1% | +7.1% | -17.8% |
| 3M | -5.3% | -38.1% | +32.9% | -3.3% |
| 6M | -16.9% | -55.4% | +38.5% | -14.4% |
| YTD | -37.4% | -0.4% | -37.0% | -37.9% |
| 1Y | -38.5% | +25.4% | -63.8% | -39.7% |
| 3Y | -55.1% | +907.8% | -962.8% | -60.2% |
| 5Y | -90.8% | +440.2% | -531.0% | -91.8% |
| All | -79.4% | +1,680.8% | -1,760.2% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling